+208.1%
LRCX vs GWRE
-25.4%
+233.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -19.9% | +25.1% | +0.2% |
| 7D | +1.9% | -21.1% | +23.0% | -3.3% |
| 30D | +0.1% | +1.3% | -1.2% | +1.5% |
| 3M | -8.5% | +7.4% | -15.9% | -2.1% |
| 6M | +38.1% | +5.6% | +32.5% | +49.8% |
| YTD | +80.1% | -19.2% | +99.3% | +99.9% |
| 1Y | +208.1% | -25.1% | +233.2% | +244.8% |
| All | +208.1% | -25.4% | +233.5% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling